M. Teresa Corzo

Universidad Pontificia Comillas

Professor

Spain

SCHOLARLY PAPERS

4

DOWNLOADS

269

CITATIONS

1

Scholarly Papers (4)

1.

A Case for Europe: The Relationship between Sovereign CDs and Stock Indexes

Frontiers in Finance and Economics, Vol. 9, No. 2, 32-63
Number of pages: 32 Posted: 19 Dec 2012
Maria Coronado, M. Teresa Corzo and Laura Lazcano
Universidad Pontificia Comillas, Universidad Pontificia Comillas and Universidad Pontificia Comillas
Downloads 124 (180,938)
Citation 1

Abstract:

sovereign credit risk, sovereign credit derivatives, stock markets, lead-lag relationships

2.

The Co-Movement of Sovereign Credit Default Swaps and Bonds, and Stock Markets in Europe

Number of pages: 36 Posted: 06 Feb 2012 Last Revised: 11 Mar 2012
M. Teresa Corzo, Javier Gomez-Biscarri and Laura Lazcano
Universidad Pontificia Comillas, affiliation not provided to SSRN and Universidad Pontificia Comillas
Downloads 106 (174,372)

Abstract:

sovereign credit risk, sovereign credit derivatives, price discovery, stock markets, lead-lag relationships

3.

Credit Default Swaps: Does the Traded Volume Influence Research Interest?

Number of pages: 14 Posted: 27 Jan 2017
Comillas Pontifical University - Department of Financial Management, Universidad Pontificia Comillas and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 0 (450,288)

Abstract:

Credit Default Swaps (CDS), Textual Analysis, Dodd-Frank Act.

4.

Behavioral Finance in Joseph De La Vega’s Confusion De Confusiones

Posted: 13 Sep 2012
Universidad Pontificia Comillas, affiliation not provided to SSRN and affiliation not provided to SSRN

Abstract:

behavioral finance, investor biases, stock market history, overconfidence, herding, regret aversion